WRDS SEC Analytics Suite - Wharton Research Data Services

WRDS
SEC ANALYTICS SUITE
DEVELOP TAILORED DATASETS FROM ALL SEC FILINGS,
PARSING MILLIONS OF REGULATORY REPORTS
WRDS SEC Analytics Suite with SEC Readability and Sentiment data
is positioned for broad business usage – from due diligence and
forensic accounting to disclosure research and investment management.
BENEFITS
• Ready-to-use parsed contents and filings archives are updated daily
• Build custom-tailored datasets searching across multiple entity filings
•
Powerful analysis of filings’ contents combined with prominent accounting and financial market databases, including
S&P Capital IQ, CRSP, Thomson Reuters IBES, and NYSE TAQ.
SEC READABILITY AND
SENTIMENT DATA ENHANCEMENTS
Establish a baseline measurement using
most traditional models to analyze qualitative
and textual data. Determine if more recent
company filings show a relative increase in
readability or positive sentiment.
Readability Measures for effectiveness,
clarity, and evaluation of financial disclosures
Gauge Sentiment or Tone Metrics in
disclosures by focusing on the occurrences of
selected lists of positive and negative words.
WRDS utilizes the Loughran and McDonald
Financial Sentiment Dictionaries (2011) for
sentiment analysis.
FEATURES
• Access over 12 million aggregated SEC filings index records from a single file
• Search 3.5+ million text and html files for all 10-K, 10-Q,8-K, Proxy filings, 13D/G, 13F
UPLOAD and CORRESP and CT ORDER
• 95,000+ covered entities
• Comprehensive survivorbias-free historical linking table among Compustat’s GVKEY, historical CUSIP, and SEC’s CIK
• WRDS-generated sample programs available for individual modification
• WRDS SEC Readability and Sentiment data include 11 filing text characteristics,
8 readability measures, and 16 sentiment measures.
] Coverage from 1994
ABOUT WRDS
Wharton Research Data Services (WRDS) is the leading data research platform and
business intelligence tool for over 30,000 corporate, academic, government and
nonprofit clients at over 350 institutions in 33 countries. WRDS provides the user with
one location to access over 200 terabytes of data across multiple disciplines including
Accounting, Banking, Economics, Finance, Insurance, Marketing, and Statistics.
Flexible data delivery options include a powerful web query method that reduces
research time, the WRDS Cloud for executing research and strategy development,
and the WRDS client server using PCSAS, Matlab, Python and R. Our Analytics
team, doctoral-level support and rigorous data review and validation give clients the
confidence to tailor research within complex databases and create a wide range of
reliable data models.
From partnerships with data vendors, to our own tools including the WRDS SEC
Analytics Suite, to develop custom-tailored datasets from all SEC filings, parsing
millions of regulatory reports, WRDS Quant Alpha, a powerful tool to discover and
test unknown stock anomalies, and the Wharton School’s OTIS, an online trading and
investment simulator—WRDS is the global gold standard in data management and
research, all backed by the credibility and leadership of the Wharton School.
ABOUT THE WHARTON SCHOOL
Founded in 1881 as the first collegiate business school, the Wharton School of
the University of Pennsylvania is recognized globally for intellectual leadership and
ongoing innovation across every major discipline of business education. With a
broad global community and one of the most published business school faculties,
Wharton creates economic and social value around the world. The School has 5,000
undergraduate, MBA, executive MBA, and doctoral students; more than 9,000
participants in executive education programs annually and a powerful alumni network
of 93,000 graduates.
Contact us for trial or subscription information
WRDS | www.whartonwrds.com | wrds@wharton.upenn.edu | +1 877-438-9737
Copyright © 2015 Trustees of the University of Pennsylvania. All rights reserved.
© Thomson Reuters. All rights reserved.
© NYSE. All rights reserved.
© Hedge Fund Research, Inc. All rights reserved.
Copyright © 2015 SAS Institute Inc., SAS Campus Drive, Cary, North Carolina 27513, USA. All rights reserved.
Copyright © 2015 by Standard & Poor’s Financial Services LLC, a part of McGraw Hill Financial (McGraw Hill).
All rights reserved. STANDARD & POOR’S, S&P are registered trademarks of, and S&P CAPITAL IQ is a trademark of,
Standard & Poor’s Financial Services LLC.